Market liquidity and its effect on option valuation and hedging (Q4719410): Difference between revisions
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Revision as of 17:04, 5 March 2024
scientific article; zbMATH DE number 1383971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market liquidity and its effect on option valuation and hedging |
scientific article; zbMATH DE number 1383971 |
Statements
Market liquidity and its effect on option valuation and hedging (English)
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11 June 2001
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finance
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portfolios
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investment
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option pricing
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bid-ask spread
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transactions costs
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market liquidity
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parameter estimation
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